Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.08% | 12.40 CHF | 12.41 CHF | 166,100 | 166,100 | 166,074 | 166,074 | 2,053,500 CHF | 2,055,160 CHF | 99.59% | 99.59% |
25/04/2024 | 0.08% | 11.49 CHF | 11.50 CHF | 154,400 | 154,400 | 154,382 | 154,382 | 1,919,000 CHF | 1,920,550 CHF | 99.82% | 99.82% |
23/04/2024 | 0.08% | 13.30 CHF | 13.31 CHF | 160,200 | 160,200 | 160,200 | 160,200 | 2,062,240 CHF | 2,063,840 CHF | 99.58% | 99.58% |
22/04/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 167,100 | 167,100 | 167,052 | 167,052 | 2,072,730 CHF | 2,074,400 CHF | 99.99% | 99.99% |
19/04/2024 | 0.09% | 11.94 CHF | 11.95 CHF | 173,600 | 173,600 | 173,600 | 173,600 | 1,981,040 CHF | 1,982,770 CHF | 99.93% | 99.93% |
18/04/2024 | 0.09% | 12.24 CHF | 12.25 CHF | 174,400 | 174,400 | 174,400 | 174,400 | 2,041,100 CHF | 2,042,850 CHF | 99.96% | 99.96% |
17/04/2024 | 0.15% | 11.50 CHF | 11.51 CHF | 172,700 | 172,700 | 172,361 | 172,361 | 2,041,070 CHF | 2,044,060 CHF | 100.00% | 100.00% |
16/04/2024 | 0.15% | 11.63 CHF | 11.64 CHF | 174,500 | 174,500 | 174,494 | 174,494 | 2,038,260 CHF | 2,041,370 CHF | 99.78% | 99.78% |
15/04/2024 | 0.20% | 12.34 CHF | 12.35 CHF | 165,900 | 165,900 | 165,900 | 165,900 | 2,089,340 CHF | 2,093,600 CHF | 98.96% | 98.96% |
12/04/2024 | 0.08% | 12.44 CHF | 12.45 CHF | 151,100 | 151,100 | 151,100 | 151,100 | 2,002,590 CHF | 2,004,100 CHF | 99.75% | 99.75% |